Backtesting in Allasso is designed to be fully transparent—it’s not just a black box or a simple equity line. Every trade your strategy executes is recorded, priced, and displayed in detail, allowing you to audit performance at the most granular level.
The Trades tab provides a complete log of all executed trades throughout the backtest, including entry and exit prices, strikes, quantity, delta, duration, and profit/loss.
🔍 Trade Metrics
Each row in the Trades tab represents a single trade for a given leg of your strategy. Key data includes:
| Column | Description |
|---|---|
| trade_id | Unique identifier for the trade |
| underlying_id | The underlying asset traded (e.g., IND.ES) |
| entry_date / exit_date | When the position was opened and closed |
| type | p = Put, c = Call |
| expiration_date | Expiration of the traded option |
| strike | Strike price of the option |
| quantity | Position size (can be fractional for notional sizing) |
| entry_price / exit_price | Option price at entry/exit |
| entry_delta | Delta of the option at entry time |
| entry_value / exit_value | Dollar value of the position at entry/exit |
| pnl | Profit or loss of the trade in dollars |
| pnl_p | Profit or loss as a percentage of equity |
| dur_days | Trade duration in business days |
🔄 Structure-Level Control
You can choose how trades are displayed:
- Separate Legs (default):
Each leg of the strategy (e.g., long put, short put) is shown individually. This is helpful for detailed analysis, leg-level P&L, or identifying skew behavior. - Aggregate structure trades (checkbox):
When enabled, the backtester combines all legs into a single aggregated structure-level trade, allowing you to view the P&L and performance as one combined position.
This makes it easier to evaluate the net payoff and exposure of complex, multi-leg strategies, such as spreads, straddles, or calendars.
🧠 Why This Matters
Trade-level data is essential for:
- Debugging strategy behavior
- Auditing execution timing
- Understanding how individual legs contribute to performance
- Verifying roll behavior and edge in timing
- Exporting for deeper analytics or client reporting
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